A wealth of models have been developed to study financial markets, defined as any places or systems that provide buyers and sellers the means to trade financial instruments [1]}.
Financial markets consist in particular of systems where buyers and sellers interact.
One class of models of financial markets that have gained attraction are the ones based on percolation theory, the branch of probability concerned with the statistical properties of random clusters on graphs [2]}, [3]}.
Popular examples of percolation models used to study financial markets are the Cont-Bouchaud market model and the Ising model.
The Cont-Bouchaud market model uses percolation on the \(d\) -dimensional lattice, where each occupied site represents a trader [4]}.
Traders can be partitioned into clusters of the same opinion, and the price variations of the asset is controlled by the size of these clusters [5]}.
Similarly, the Ising model is used to study the interactions taking place in financial markets due to its ability to describe the competition between social imitation of the model's individual elements and the impact of private information [6]}.
